Anic Equity¶

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Total return since start: 0.35 %¶

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Equity now: -----------------------------> 41230.88 Kr¶

Max Equity ever reached: ------------> 44828.59 Kr¶

Portfolio value: --------------------------> 32694.19 Kr¶

PnL: ---------------------------------------> -81.81 Kr¶

DD now: ---------------------------------> -8.025 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2022-09-15 23:23:52.818028'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: -0.407 %¶

Anic Portfolio¶

Total¶

Return: 34.979 %¶

Benchmark comparison TODAY¶

OMXS30
DJUS
NDX
DAX
W1IDU

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

Anic Portfolio Holdings¶

volume value profit profitPercent acquiredValue
name
ABB Ltd 27 8124.30 -52.70 -0.64 8177.000004
Lucara Diamond Corp 1552 7527.20 4.20 0.06 7523.000288
Haldex 78 5109.00 -13.00 -0.25 5122.000026
Mangold 1 3820.00 0.00 0.0 3820.000000
Nivika Fastigheter B 62 3403.80 -77.20 -2.22 3480.999982
Holmen A 3 1359.00 -55.00 -3.89 1413.999999
Orrön Energy 64 1452.80 124.80 9.4 1328.000000
New Wave B 5 824.00 -8.00 -0.96 832.000000
Catella B 19 781.85 -16.15 -2.02 798.000000
Attendo 13 292.24 11.24 4.0 281.000005
TOTAL 32694.19 -81.81 -8.02548% 32776.000304

Updated:¶

'2022-09-15 23:24:06.058177'
None

Last optimization/rebalancing:¶

'2022-09-13'

Next optimization/rebalancing:¶

'2022-10-23'

In or Out of market? In if Signal > -10, else out of market!¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶